Claim Missing Document
Check
Articles

Found 3 Documents
Search
Journal : Science and Technology Indonesia

The Definite Positive Property of Characteristic Function from Compound Geometric Distribution as The Sum of Gamma Distribution Darvi Mailisa Putri; Maiyastri Maiyastri; Dodi Devianto
Science and Technology Indonesia Vol. 3 No. 1 (2018): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1343.352 KB) | DOI: 10.26554/sti.2018.3.1.49-52

Abstract

In this expository article we survey characterization of compound geometric distribution as the sum of gamma distribution. The characterization of this compound distribution is obtained by using the property of characteristic function as the Laplace-Stieltjes transform. The property of definite positive characteristice function of compound geometric distribution as the sum of gamma distribution is explained by analytical methods as the quadratic form of characteristic function.
The Characteristic Function Property of Mixture Negative Binomial-Exponential Distribution Dodi Devianto; Sarah Sarah; Siska Dwi Kumala; Maiyastri Maiyastri
Science and Technology Indonesia Vol. 3 No. 4 (2018): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (791.574 KB) | DOI: 10.26554/sti.2018.3.4.178-182

Abstract

This paper introduces a new distribution by mixing the negative binomial distribution and exponential distribution namely negative binomial-exponential (NB-E) distribution. In is given the probability distribution function of NB-E distribution and its characteristic function by using Fourier-Stieltjes transform. In addition we present the some properties of characteristic function from NB-E distribution.
On the Infinitely Divisible of Meixner Distribution Dodi Devianto; Jayanti Herli; Maiyastri Maiyastri; Rahma Diana Safitri
Science and Technology Indonesia Vol. 3 No. 4 (2018): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (687.915 KB) | DOI: 10.26554/sti.2018.3.4.147-150

Abstract

The log-returns of most financial data show a significant leptokurtosis. For the better fit we showed a special levy process which is called the Meixner process. The Meixner distribution belongs to the class of infinitely divisible distribution chracterized by using characteristic function and it was proposed as a model for represented efficiently of the log-returns of financial data. The perfect fit of underlying Meixner distribution performing by using goodness of fit test.
Co-Authors Adellara Mutya R Admi Nazra Afnanda, Afridho Ainul Mardhiyah, Ainul ARNEZDA PUTRI Arrival Rince Putri Asdi, Yudiantri Bahri, Susila Baqi, Ahmad Iqbal Baqi, Ahmad Iqbal Budi Rudianto Cintya Mukti Citra Komang Sari Darvi Mailisa Putri DEBY CINTYA RIZAL Degika Widya Tama Deva, Athifa Salsabila Devianto, Dodi DHIYA ANISAH YUNARDI Efendi Efendi Eko Fachrozi Putra Elita Rahma Putri Elsa Wahyuni Ewi Jupit Faldo Aditya Fatihatur Ramadhani Ginal Reski Hasibuan, Lilis Harianti Hazmira Yozza Helmi Iswati Helmi, Monika Rianti Hesti Yolanda Ikhlas Pratama Sandi Istiqamah . Izzati Rahmi HG Izzati Rahmi HG Jamhari Jamhari Jayanti Herli Jusri Repi Basri Yuliani Karina Foresty Khaulah Binti Afrinaldi Lana Fauziah Lara Mahlindiani Marisa Marisa Mawanda Almuhayar Mesi Oktafia Mia Mauliani mila rosa Nadia Utika Narwen Narwen Nelfa Sari Nila Choirotunnisa Nova Melisty Nova Noliza Bakar Nurhakiki . NURUL AISHAH Nurul Saadah Nurwijayanti Prawati Ningsih Radhiatul Husna Rahma Diana Safitri RAHMAT SYAHNI Rahyu Silvia Refnaldo Refnaldo Ridha Khairiyah Riri Lestari Risma Yulia Rita Diana Rizki Effendi RIZKI FITRAH Rudiyanto Rudiyanto, Rudiyanto RYAN HANDANI SARAH SARAH Sarifah Aulia Silmiati Silmiati Silvia . Siska Auqino Siska Dwi Kumala Siska Zayendra Sovia Marhamah SRI DELIMAWATI Surya Puspita Sari Surya Puspita Sari, Surya Puspita Syafwan, Mahdhivan Uqwatul Alma Wisza Wellyanti , Des Wuri Wulandari Yanuar, Ferra Yessi Oktreza Zahra, Latifah Zetra, Aidinil Zuardin, Aulia Zulakmal, Zulakmal